arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2008.06298stat.MLcs.LG
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随机森林中代价受限分类的特征选择方法

Feature Selection Methods for Cost-Constrained Classification in Random Forests

TU Dortmund(多特蒙德工业大学);LMU Munich(慕尼黑大学)

Rudolf Jagdhuber, Michel Lang, Jörg Rahnenführer

摘要:

成本敏感的特征选择描述了一个特征选择问题,其中特征提高了包含在模型中的个体成本。这些成本允许在模型选择过程中纳入不受欢迎的特征方面,例如测量器械的故障率或患者伤害。随机森林定义了特征选择的一个特别具有挑战性的问题,因为特征通常纠缠在多棵树的集合中,这使得事后删除特征是不可行的。因此,特征选择方法通常要么专注于简单的预过滤方法,要么需要沿着其优化路径进行许多随机森林评估,这大大增加了计算复杂度。为了解决这两个问题,我们提出了浅树选择,一种新的快速和多变量的特征选择方法,从小树结构中选择特征。此外,我们还通过为每种方法引入超参数控制的效益成本比标准(BCR),将三种标准特征选择算法用于成本敏感学习。在一个广泛的模拟研究中,我们评估这一标准,并比较所提出的方法,以多个基于性能的基线替代四个人工数据设置和七个真实世界的数据设置。我们表明,所有的方法使用超参数化的BCR标准优于基线的替代品。在所提出的方法之间的直接比较中,每种方法都表明了某些设置中的优势,但不存在一刀切的解决方案。在全球平均水平上,我们可以在基于BCR的方法中确定更好的选择。尽管如此,我们得出的结论是,实用分析永远不应仅依赖单一方法,而应始终比较不同的方法以获得最佳结果。

英文摘要:

Cost-sensitive feature selection describes a feature selection problem, where features raise individual costs for inclusion in a model. These costs allow to incorporate disfavored aspects of features, e.g. failure rates of as measuring device, or patient harm, in the model selection process. Random Forests define a particularly challenging problem for feature selection, as features are generally entangled in an ensemble of multiple trees, which makes a post hoc removal of features infeasible. Feature selection methods therefore often either focus on simple pre-filtering methods, or require many Random Forest evaluations along their optimization path, which drastically increases the computational complexity. To solve both issues, we propose Shallow Tree Selection, a novel fast and multivariate feature selection method that selects features from small tree structures. Additionally, we also adapt three standard feature selection algorithms for cost-sensitive learning by introducing a hyperparameter-controlled benefit-cost ratio criterion (BCR) for each method. In an extensive simulation study, we assess this criterion, and compare the proposed methods to multiple performance-based baseline alternatives on four artificial data settings and seven real-world data settings. We show that all methods using a hyperparameterized BCR criterion outperform the baseline alternatives. In a direct comparison between the proposed methods, each method indicates strengths in certain settings, but no one-fits-all solution exists. On a global average, we could identify preferable choices among our BCR based methods. Nevertheless, we conclude that a practical analysis should never rely on a single method only, but always compare different approaches to obtain the best results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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